The purpose of this study is to test the hypothesis that estrogen improves the response to fluoxetine (an antidepressant marketed in the U.S. as Prozac) in pre-menopausal women diagnosed with major depression. It is hoped that this study will provide information for more studies on the action and antidepressant effects of estrogen in depressed women. Approximately 120 subjects will participate in this study nationwide at 3 sites: Stanford University, Cornell University, and the University of Michigan. During the first phase of the study, subjects will be prescribed Prozac on a daily basis for 6 weeks. If a subject does not respond to the Prozac alone (meaning her depression symptoms are not significantly improved at the end of the 6 weeks), she will be eligible for the second phase of the study in which estrogen or placebo is added to the Prozac for an additional 4 weeks. This second phase is double-blind, meaning that neither the subject nor the investigators will know whether a subject is on estrogen or placebo. Subjects are evaluated on a regular basis and their depression symptoms and mental functions are assessed. Subjects will not be paid for participation in this part of the study. This part of the study will require approximately 8 visits, which last about 1 1/2 hours each. During the screening phase of this study, subjects are invited to participate in an additional brain imaging study. In this study, subjects receive a PET (Positive Emission Tomography) scan to evaluate changes in the use of sugar by the brain that occur with spontaneous, thought-triggered, and medication-triggered changes in subjects with depression. This may help us to better understand the changes in brain function that accompany different emotional states and to assess the possibility of using baseline brain function to more effectively target treatments in mood disorders. Subjects in this study will also receive an MRI (Magnetic Resonance Imaging) scan, a procedure that allows us to obtain detailed information about the structure of the brain by using magnetic and radiofrequency energy. Additionally, in order to test the hypothesis that the stress hormonal axis is more active in depressed patients, subjects will be administered metyrapone (a medication that temporarily blocks the production of cortisol) and blood samples will be drawn over the course of 6 hours. Subjects will also receive extensive neuropsychological testing that includes routine cognitive (intelligence, memory, and motor and perceptual processing) tests. Subjects who complete these additional studies will be paid $400 for their time. This part of the study will require approximately 5 long appointments.